The US embassy in Nairobi said targets could include several parts of the East African country, listing Nairobi, Naivasha, Nanyuki and coastal areas, all popular with foreign tourists.

"The US Embassy reminds the public of the continued need for heightened vigilance throughout Kenya, especially in public spaces such as shopping malls, hotels, and places of worship," the statement said.

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Meanwhile, the government of the UK updated its travel advisory to the country saying Britons should avoid areas near the Somalia-Kenya border and parts of the coastal region.

According to the UK's foreign and commonwealth office "there's a heightened threat of terrorist attacks across Kenya, including Nairobi and the coast and resort areas around Mombasa and Malindi, and northern border counties".

"Terrorists are very likely to try to carry out attacks in Kenya," the travel advisory said.

Armed group al-Shabab regularly targets places frequented by foreigners or government officials in both Somalia and neighbouring Kenya.

The Somalia-based group, founded in 2006, wants to impose a strict version of Islamic law and is fighting to overthrow the Western-backed government in Somalia.

The group used to control most major cities and towns in southern and central Somalia but a UN-mandated African Union peacekeeping mission has pushed them out of those areas. Kenya has troops in Somalia as part of the peacekeeping mission.

In 2013, fighters from the al-Qaeda-linked group attacked an upscale shopping mall in Nairobi, killing more than 70 people. The siege on the mall lasted for four days.